Allow unnamed (None) dims and undefined (None) coord values

Also refactor into properties to add docstrings and type annotations.
And no longer allow InferenceData conversion without a Model on stack.

Co-authored-by: Oriol Abril Pla <oriol.abril.pla@gmail.com>

RELEASE-NOTES.md

@@ -13,6 +13,8 @@
 ### Maintenance
 - Remove float128 dtype support (see [#4514](https://github.com/pymc-devs/pymc3/pull/4514)).
 - Logp method of `Uniform` and `DiscreteUniform` no longer depends on `pymc3.distributions.dist_math.bound` for proper evaluation (see [#4541](https://github.com/pymc-devs/pymc3/pull/4541)).
+- `Model.RV_dims` and `Model.coords` are now read-only properties. To modify the `coords` dictionary use `Model.add_coord`. Also `dims` or coordinate values that are `None` will be auto-completed (see [#4625](https://github.com/pymc-devs/pymc3/pull/4625)).
+- The length of `dims` in the model is now tracked symbolically through `Model.dim_lengths` (see [#4625](https://github.com/pymc-devs/pymc3/pull/4625)).
 - ...
 
 ## PyMC3 3.11.2 (14 March 2021)

pymc3/backends/arviz.py

@@ -162,10 +162,7 @@ def __init__(
         self.trace = trace
 
         # this permits us to get the model from command-line argument or from with model:
-        try:
-            self.model = modelcontext(model)
-        except TypeError:
-            self.model = None
+        self.model = modelcontext(model)
 
         self.attrs = None
         if trace is not None:
@@ -223,10 +220,14 @@ def arbitrary_element(dct: Dict[Any, np.ndarray]) -> np.ndarray:
         self.coords = {} if coords is None else coords
         if hasattr(self.model, "coords"):
             self.coords = {**self.model.coords, **self.coords}
+        self.coords = {key: value for key, value in self.coords.items() if value is not None}
 
         self.dims = {} if dims is None else dims
         if hasattr(self.model, "RV_dims"):
-            model_dims = {k: list(v) for k, v in self.model.RV_dims.items()}
+            model_dims = {
+                var_name: [dim for dim in dims if dim is not None]
+                for var_name, dims in self.model.RV_dims.items()
+            }
             self.dims = {**model_dims, **self.dims}
 
         self.density_dist_obs = density_dist_obs

pymc3/data.py

@@ -19,7 +19,7 @@
 import urllib.request
 
 from copy import copy
-from typing import Any, Dict, List
+from typing import Any, Dict, List, Sequence
 
 import aesara
 import aesara.tensor as at
@@ -502,7 +502,7 @@ class Data:
     >>> for data_vals in observed_data:
     ...     with model:
     ...         # Switch out the observed dataset
-    ...         pm.set_data({'data': data_vals})
+    ...         model.set_data('data', data_vals)
     ...         traces.append(pm.sample())
 
     To set the value of the data container variable, check out
@@ -543,6 +543,11 @@ def __new__(self, name, value, *, dims=None, export_index_as_coords=False):
 
         if export_index_as_coords:
             model.add_coords(coords)
+        elif dims:
+            # Register new dimension lengths
+            for d, dname in enumerate(dims):
+                if not dname in model.dim_lengths:
+                    model.add_coord(dname, values=None, length=shared_object.shape[d])
 
         # To draw the node for this variable in the graphviz Digraph we need
         # its shape.
@@ -562,7 +567,7 @@ def __new__(self, name, value, *, dims=None, export_index_as_coords=False):
         return shared_object
 
     @staticmethod
-    def set_coords(model, value, dims=None):
+    def set_coords(model, value, dims=None) -> Dict[str, Sequence]:
         coords = {}
 
         # If value is a df or a series, we interpret the index as coords:

pymc3/model.py

@@ -18,10 +18,20 @@
 import warnings
 
 from sys import modules
-from typing import TYPE_CHECKING, Any, Dict, List, Optional, Type, TypeVar, Union
+from typing import (
+    TYPE_CHECKING,
+    Any,
+    Dict,
+    List,
+    Optional,
+    Sequence,
+    Tuple,
+    Type,
+    TypeVar,
+    Union,
+)
 
 import aesara
-import aesara.graph.basic
 import aesara.sparse as sparse
 import aesara.tensor as at
 import numpy as np
@@ -32,6 +42,7 @@
 from aesara.graph.basic import Constant, Variable, graph_inputs
 from aesara.graph.fg import FunctionGraph, MissingInputError
 from aesara.tensor.random.opt import local_subtensor_rv_lift
+from aesara.tensor.sharedvar import ScalarSharedVariable
 from aesara.tensor.var import TensorVariable
 from pandas import Series
 
@@ -46,7 +57,7 @@
 from pymc3.blocking import DictToArrayBijection, RaveledVars
 from pymc3.data import GenTensorVariable, Minibatch
 from pymc3.distributions import logp_transform, logpt, logpt_sum
-from pymc3.exceptions import ImputationWarning, SamplingError
+from pymc3.exceptions import ImputationWarning, SamplingError, ShapeError
 from pymc3.math import flatten_list
 from pymc3.util import UNSET, WithMemoization, get_var_name, treedict, treelist
 from pymc3.vartypes import continuous_types, discrete_types, typefilter
@@ -606,8 +617,9 @@ def __new__(cls, *args, **kwargs):
 
     def __init__(self, name="", model=None, aesara_config=None, coords=None, check_bounds=True):
         self.name = name
-        self.coords = {}
-        self.RV_dims = {}
+        self._coords = {}
+        self._RV_dims = {}
+        self._dim_lengths = {}
         self.add_coords(coords)
         self.check_bounds = check_bounds
 
@@ -826,6 +838,27 @@ def basic_RVs(self):
         """
         return self.free_RVs + self.observed_RVs
 
+    @property
+    def RV_dims(self) -> Dict[str, Tuple[Union[str, None], ...]]:
+        """Tuples of dimension names for specific model variables.
+
+        Entries in the tuples may be ``None``, if the RV dimension was not given a name.
+        """
+        return self._RV_dims
+
+    @property
+    def coords(self) -> Dict[str, Union[Sequence, None]]:
+        """Coordinate values for model dimensions."""
+        return self._coords
+
+    @property
+    def dim_lengths(self) -> Dict[str, Tuple[Variable, ...]]:
+        """The symbolic lengths of dimensions in the model.
+
+        The values are typically instances of ``TensorVariable`` or ``ScalarSharedVariable``.
+        """
+        return self._dim_lengths
+
     @property
     def unobserved_RVs(self):
         """List of all random variables, including deterministic ones.
@@ -913,20 +946,138 @@ def shape_from_dims(self, dims):
             shape.extend(np.shape(self.coords[dim]))
         return tuple(shape)
 
-    def add_coords(self, coords):
+    def add_coord(
+        self,
+        name: str,
+        values: Optional[Sequence] = None,
+        *,
+        length: Optional[Variable] = None,
+    ):
+        """Registers a dimension coordinate with the model.
+
+        Parameters
+        ----------
+        name : str
+            Name of the dimension.
+            Forbidden: {"chain", "draw"}
+        values : optional, array-like
+            Coordinate values or ``None`` (for auto-numbering).
+            If ``None`` is passed, a ``length`` must be specified.
+        length : optional, scalar
+            A symbolic scalar of the dimensions length.
+            Defaults to ``aesara.shared(len(values))``.
+        """
+        if name in {"draw", "chain"}:
+            raise ValueError(
+                "Dimensions can not be named `draw` or `chain`, as they are reserved for the sampler's outputs."
+            )
+        if values is None and length is None:
+            raise ValueError(
+                f"Either `values` or `length` must be specified for the '{name}' dimension."
+            )
+        if length is not None and not isinstance(length, Variable):
+            raise ValueError(
+                f"The `length` passed for the '{name}' coord must be an Aesara Variable or None."
+            )
+        if name in self.coords:
+            if not values.equals(self.coords[name]):
+                raise ValueError("Duplicate and incompatiple coordinate: %s." % name)
+        else:
+            self._coords[name] = values
+            self._dim_lengths[name] = length or aesara.shared(len(values))
+
+    def add_coords(
+        self,
+        coords: Dict[str, Optional[Sequence]],
+        *,
+        lengths: Optional[Dict[str, Union[Variable, None]]] = None,
+    ):
+        """Vectorized version of ``Model.add_coord``."""
         if coords is None:
             return
+        lengths = lengths or {}
 
-        for name in coords:
-            if name in {"draw", "chain"}:
-                raise ValueError(
-                    "Dimensions can not be named `draw` or `chain`, as they are reserved for the sampler's outputs."
+        for name, values in coords.items():
+            self.add_coord(name, values, length=lengths.get(name, None))
+
+    def set_data(
+        self,
+        name: str,
+        values: Dict[str, Optional[Sequence]],
+        coords: Optional[Dict[str, Sequence]] = None,
+    ):
+        """Changes the values of a data variable in the model.
+
+        In contrast to pm.Data().set_value, this method can also
+        update the corresponding coordinates.
+
+        Parameters
+        ----------
+        name : str
+            Name of a shared variable in the model.
+        values : array-like
+            New values for the shared variable.
+        coords : optional, dict
+            New coordinate values for dimensions of the shared variable.
+            Must be provided for all named dimensions that change in length.
+        """
+        shared_object = self[name]
+        if not isinstance(shared_object, SharedVariable):
+            raise TypeError(
+                f"The variable `{name}` must be defined as `pymc3.Data` inside the model to allow updating. "
+                f"The current type is: {type(shared_object)}"
+            )
+        values = pandas_to_array(values)
+        dims = self.RV_dims.get(name, None) or ()
+        coords = coords or {}
+
+        if values.ndim != shared_object.ndim:
+            raise ValueError(
+                f"New values for '{name}' must have {shared_object.ndim} dimensions, just like the original."
+            )
+
+        for d, dname in enumerate(dims):
+            length_tensor = self.dim_lengths[dname]
+            old_length = length_tensor.eval()
+            new_length = values.shape[d]
+            original_coords = self.coords.get(dname, None)
+            new_coords = coords.get(dname, None)
+
+            length_changed = new_length != old_length
+
+            # Reject resizing if we already know that it would create shape problems.
+            # NOTE: If there are multiple pm.Data containers sharing this dim, but the user only
+            #       changes the values for one of them, they will run into shape problems nonetheless.
+            if not isinstance(length_tensor, ScalarSharedVariable) and length_changed:
+                raise ShapeError(
+                    f"Resizing dimension {dname} with values of length {new_length} would lead to incompatibilities, "
+                    f"because the dimension was not initialized from a shared variable. "
+                    f"Check if the dimension was defined implicitly before the shared variable '{name}' was created, "
+                    f"for example by a model variable.",
+                    actual=new_length,
+                    expected=old_length,
                 )
-            if name in self.coords:
-                if not coords[name].equals(self.coords[name]):
-                    raise ValueError("Duplicate and incompatiple coordinate: %s." % name)
-            else:
-                self.coords[name] = coords[name]
+            if original_coords is not None and length_changed:
+                if length_changed and new_coords is None:
+                    raise ValueError(
+                        f"The '{name}' variable already had {len(original_coords)} coord values defined for"
+                        f"its {dname} dimension. With the new values this dimension changes to length "
+                        f"{new_length}, so new coord values for the {dname} dimension are required."
+                    )
+            if new_coords is not None:
+                # Update the registered coord values (also if they were None)
+                if len(new_coords) != new_length:
+                    raise ShapeError(
+                        f"Length of new coordinate values for dimension '{dname}' does not match the provided values.",
+                        actual=len(new_coords),
+                        expected=new_length,
+                    )
+                self._coords[dname] = new_coords
+            if isinstance(length_tensor, ScalarSharedVariable) and new_length != old_length:
+                # Updating the shared variable resizes dependent nodes that use this dimension for their `size`.
+                length_tensor.set_value(new_length)
+
+        shared_object.set_value(values)
 
     def register_rv(self, rv_var, name, data=None, total_size=None, dims=None, transform=UNSET):
         """Register an (un)observed random variable with the model.
@@ -1132,16 +1283,16 @@ def create_value_var(self, rv_var: TensorVariable, transform: Any) -> TensorVari
 
         return value_var
 
-    def add_random_variable(self, var, dims=None):
+    def add_random_variable(self, var, dims: Optional[Tuple[Union[str, None], ...]] = None):
         """Add a random variable to the named variables of the model."""
         if self.named_vars.tree_contains(var.name):
             raise ValueError(f"Variable name {var.name} already exists.")
 
         if dims is not None:
             if isinstance(dims, str):
                 dims = (dims,)
-            assert all(dim in self.coords for dim in dims)
-            self.RV_dims[var.name] = dims
+            assert all(dim in self.coords or dim is None for dim in dims)
+            self._RV_dims[var.name] = dims
 
         self.named_vars[var.name] = var
         if not hasattr(self, self.name_of(var.name)):
@@ -1500,18 +1651,7 @@ def set_data(new_data, model=None):
     model = modelcontext(model)
 
     for variable_name, new_value in new_data.items():
-        if isinstance(model[variable_name], SharedVariable):
-            if isinstance(new_value, list):
-                new_value = np.array(new_value)
-            model[variable_name].set_value(pandas_to_array(new_value))
-        else:
-            message = (
-                "The variable `{}` must be defined as `pymc3."
-                "Data` inside the model to allow updating. The "
-                "current type is: "
-                "{}.".format(variable_name, type(model[variable_name]))
-            )
-            raise TypeError(message)
+        model.set_data(variable_name, new_value)
 
 
 def fn(outs, mode=None, model=None, *args, **kwargs):

pymc3/tests/sampler_fixtures.py

@@ -155,13 +155,15 @@ def setup_class(cls):
 
     def test_neff(self):
         if hasattr(self, "min_n_eff"):
-            idata = to_inference_data(self.trace[self.burn :])
+            with self.model:
+                idata = to_inference_data(self.trace[self.burn :])
             n_eff = az.ess(idata)
             for var in n_eff:
                 npt.assert_array_less(self.min_n_eff, n_eff[var])
 
     def test_Rhat(self):
-        idata = to_inference_data(self.trace[self.burn :])
+        with self.model:
+            idata = to_inference_data(self.trace[self.burn :])
         rhat = az.rhat(idata)
         for var in rhat:
             npt.assert_allclose(rhat[var], 1, rtol=0.01)

pymc3/tests/test_data_container.py

@@ -17,6 +17,8 @@
 import pytest
 
 from aesara import shared
+from aesara.tensor.sharedvar import ScalarSharedVariable
+from aesara.tensor.var import TensorVariable
 
 import pymc3 as pm
 
@@ -272,9 +274,15 @@ def test_explicit_coords(self):
 
         assert "rows" in pmodel.coords
         assert pmodel.coords["rows"] == ["R1", "R2", "R3", "R4", "R5"]
+        assert "rows" in pmodel.dim_lengths
+        assert isinstance(pmodel.dim_lengths["rows"], ScalarSharedVariable)
+        assert pmodel.dim_lengths["rows"].eval() == 5
         assert "columns" in pmodel.coords
         assert pmodel.coords["columns"] == ["C1", "C2", "C3", "C4", "C5", "C6", "C7"]
         assert pmodel.RV_dims == {"observations": ("rows", "columns")}
+        assert "columns" in pmodel.dim_lengths
+        assert isinstance(pmodel.dim_lengths["columns"], ScalarSharedVariable)
+        assert pmodel.dim_lengths["columns"].eval() == 7
 
     def test_implicit_coords_series(self):
         ser_sales = pd.Series(